Will it be possible to have this type of lightning in Blender?
(I've edited this based on a quick run through) You will be angered by "fireflies" if you build a scene like this in a dark way. Fireflies are points of static as Blender tries to cast rays of 'light' to render a scene. So, there's an important trick: light it too much and then lower the exposure or color curves in post to make it dark and moody. Set your environment strength WAY down, maybe even to 0.2 and heavily restrict bounces in Light Paths.

Your geometry is first. Place your Camera and then, in my opinion, make three lights 1. Sun lamp as Moon, 2. Sun or Spot as street lamp and 3. headlights from Emit Shader. In Cycles, the Moon's Sun lamp can emit with a strength far beyond 1.0 Go very high perhaps to 5 or 6 and position it to create shadows and shine through trees.

The Street Lamp will now light the shadows but its strength must also be high. Don't despair at a bright image; we can adjust the Exposure and contrast and color balance to give it that dark, blue night look. The Scene Tab has most of these adjustments.

That fog is the awkward part - the image you posted is from TV or a movie. The headlights don't have an effect. If you create a Circle, give it a Face in Edit Mode and maybe Unwrap it, the Material can perform a little magic...

A Circular (or Spherical) Gradient Texture mapped to the "Object" can act as a Mix Shader's Factor between a Transparent Shader and Diffuse Shader. Multiplied to that Gradient by a Mix RBG Node could be a Noise Texture Node. If the edges of the Circle are screaming obvious, switch the Diffuse and Transparent Shader sockets' entry into the Mix Shader!

The effect will fake volumetrics. Place that faced circle where lights cast upon it. In Edit Mode, Shift + D copy another closely nearby and the mist or fog will begin to take better shape. Don't move copies too far or the Object coordinates we depend on will stretch out of whack.

We all love volumetrics but using them eats processing time. This material trick can later be used on actual volume renders. (EDITED - Environment Strength, Circle Mapping coordinates, corrected Render Tab to Scene Tab)